Linear Programming

Linear Function: A function , ,………, ) is a linear function if and only if for some set of
constants , ,………,

, ,………, )= + +…+

For example, , )= + is a linear function of and , but , )= is not a

linear function of and .

Linear Inequalities: For any linear function , ,………, ) and any number , the inequalities
, ,………, ) and , ,………, ) are linear inequalities

What is a Linear programming (LP) problem? An optimization problem for which we do the
following:

1. We attempt to maximize (or minimize) a linear function of the decision variables. The
function that is to be maximized or minimized is called the objective function.

2. The values of the decision variables must satisfy a set of constraints. Each constraint must be
a linear equation or a linear inequality.

3. A sign restriction is associated with each decision variable. For any variable , the sign
restriction specifies that must be either nonnegative ( ) or unrestricted in sign (URS)

Problems

1. A farmer must determine how many acres of corn and wheat to plant this year. An acre of
wheat yields 25 bushels of wheat and requires 10 hours of labour per week. An acre of corn
yields 10 bushels of corn and requires 4 hours of labour per week. All wheat can be sold at
Rs 4 a bushel, and all corn can be sold at Rs 3 a bushel. Seven acres of land and 40 hours per
week of labour are available. Government regulations require that at least 30 bushels of
corn be produced during the current year. Let = number of acres of corn planted, and
= number of acres of wheat planted. Using these decision variables, formulate an LP whose
solution will tell the farmer how to maximize the total revenue from wheat and corn.

Solution:
Maximize
Subject to (Land Constraint)
(Labour Constraint)
(Government Constraint)
, (Sign restriction)

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2. A plant is engaged in the production of two products which are processed through 3
departments. The number of hours required to finish each are given below:

Products Maximum hours available

Departments A B per month

I 7 8 1600

II 8 12 1600

III 15 16 1600

If the profit of the products is Rs 60 per unit of A and Rs 40 per unit of B, what quantities
should be planned to maximize profit?
Solution:
Maximize
Subject to (Dept I hour constraint)
(Dept II hour constraint)
(Dept III hour constraint)
, (Sign restriction)

3. A pharmaceutical company has 100 kg of ingredient A, 180 kg of ingredient B and 120 kg of

ingredient C available per month. The company can use these ingredients to make three
basic pharmaceutical products, namely 5-10-5, 5-5-10, and 20-5-10, where the numbers in
each case represent the percentage by weight of A, B and C respectively in each of these
products. The rest of weight is made up by inert ingredients. The cost of the ingredients is
given below.
Ingredient Cost in Rs per kg
A 80
B 20
C 50
Inert ingredient 20
Selling price of these products are Rs 40.50, Rs 43, and Rs 45 per kg respectively. There is a
capacity restriction for the company for the product 5-10-5, of not more than 30 kg per
month. Determine how much of each product should be produced to maximize the profit.
Solution:
Maximize
Subject to (Ingredient A constraint)
(Ingredient B constraint)
(Ingredient C constraint)
(Capacity constraint)
, , (Sign restriction)

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4. Truckco manufactures two types of trucks: 1 and 2. Each truck must go through the painting
shop and assembly shop. If the painting shop were completely devoted to painting Type 1
trucks, then 800 per day could be painted; if the shop were completely devoted to painting
Type 2 trucks, then 700 per day could be produced. If the assembly shop were completely
devoted to assembling truck 1 engines, then 1500 per day could be assembled; if the
assembly shop were completely devoted to assembling truck 2 engines, then 1200 per day
could be assembled. Each Type 1 truck contributes $300 to profit; each Type 2 truck
contributes $500. Formulate an LP that will maximize Truckco’s profit.

5. Leary Chemical manufactures three chemicals: A, B, and C. These chemicals are produced via
two production processes: 1 and 2. Running process 1 for an hour costs Rs 4 and yields 3
units of A, 1 of B, and 1 of C. Running process 2 for an hour costs Re 1 and produces 1 unit of
A and 1 of B. To meet customer demands, at least 10 units of A, 5 of B, and 3 of C must be
produced daily. Graphically determine a daily production plan that minimizes the cost of
meeting Leary Chemical’s daily demands.

6. Furnco manufactures desks and chairs. Each desk uses 4 units of wood, and each chair uses
3. A desk contributes Rs 40 to profit, and a chair contributes Rs 25. Marketing restriction
requires that the number of chairs produced be at least twice the number of desks
produced. If 20 units of wood are available, formulate an LP to maximize Furnco’s profit.
Then graphically solve the LP.

7. A company makes two levels of purity of a specialty solvent that is sold in gallon containers.
Product A is of higher purity than product B with profits Rs 30 per gal made on A and Rs 30
per gal made on B. Product A requires twice the processing time of B. If the company
produced only B, it could make 1000 gal per day. However, process throughput limitations
permit only a combined 800 gal per day of both A and B to be produced. Contract sales
require that at least 200 gal per day of B to be produced.

Assuming all of the products can be sold, what volumes of A and B should be produced?
Formulate an LP problem and solve by graphical means.

8. Two products, A and B, are made involving two chemical operations for each. Each unit of
product A requires 2 hours on Operation 1 and 3 hours on Operation 2. Each unit of product
B requires 3 hours on Operation 1 and 4 hours on Operation 2. Available time for Operation
1 is 16 hours, and for Operations 2, 24 hours.
The production of product B also results in a by-product C at no extra cost. Though some of
this by-product can be sold at a profit, the remainder has to be destroyed.
Product A sells for Rs 4 profit per unit, while product B sells for Rs 10 profit per unit. By-
product C can be sold at a unit profit of Rs 3, but if it cannot be sold, the destruction cost is
Rs 2 per unit. Forecasts show that up to 5 units of C can be sold. The company gets 2 units of
C for each unit of B produced.
The problem is to determine the production quantity of A and B, keeping C in mind so as to
make the largest profit. Formulate an LP problem for the solution.

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LP model in Equation form: Converting Inequalities into Equations with Nonnegative
Right-Hand side

In ( ≤ ) constraints, the right-hand side can be thought of as representing the limit on the
availability of a resource, in which case the left-hand side would represent the usage of this
limited resource by the activities (variables) of the model. The difference between the right-
hand side and the left-hand-side of the ( ≤ ) constraint thus yields the unused or slack amount /
quantity of the resource.

To convert a ( ≤ ) inequality to an equation, a nonnegative slack variable is added to the left-

hand side of the constraint. For example, we have a constraint associated with the use of raw
material, which is .

Defining as the slack or unused amount of the raw material, the constraint can be converted
to the following equation:

, where

Next, a -constraint sets a lower limit on the activities of an LP model, so that the amount /
quantity by which the left-hand side exceeds the minimum limit represents a surplus. The
conversion from to ( = ) is achieved by subtracting a nonnegative surplus variable from the
left-hand side of the inequality. For example, a constraint representing a minimum sales
requirement is .

Defining as the surplus variable, the constraint can be converted to the following equation:

, where

The only remaining requirement is for the right-hand side of the resulting equation to be
nonnegative. The condition can always be satisfied by multiplying both sides of the resulting
equation by , where necessary. For example, the constraint

Is equivalent to the equation

Now multiplying both sides by will render a nonnegative right-hand side, as desired – that is,